Markov Field Property of Stochastic Differential Equations

JOURNAL ARTICLE published 1 July 1995 in The Annals of Probability

Authors: Aureli Alabert | Marco Ferrante | David Nualart

Invariant manifolds for stochastic partial differential equations

JOURNAL ARTICLE published 1 October 2003 in The Annals of Probability

Authors: Jinqiao Duan | Kening Lu | Björn Schmalfuss

Approximations of stochastic partial differential equations

JOURNAL ARTICLE published 1 June 2016 in The Annals of Applied Probability

Authors: Giulia Di Nunno | Tusheng Zhang

Reflected backward stochastic differential equations with resistance

JOURNAL ARTICLE published 1 April 2018 in The Annals of Applied Probability

Authors: Zhongmin Qian | Mingyu Xu

Backward stochastic differential equations with reflection and Dynkin games

JOURNAL ARTICLE published 1 October 1996 in The Annals of Probability

Authors: Jakša Cvitaniç | Ioannis Karatzas

Conservative stochastic two-dimensional Cahn–Hilliard equation

JOURNAL ARTICLE published 1 June 2021 in The Annals of Applied Probability

Authors: Michael Röckner | Huanyu Yang | Rongchan Zhu

Representation theorems for backward stochastic differential equations

JOURNAL ARTICLE published 1 November 2002 in The Annals of Applied Probability

Authors: Jin Ma | Jianfeng Zhang

On the Gap Between Deterministic and Stochastic Ordinary Differential Equations

JOURNAL ARTICLE published 1 February 1978 in The Annals of Probability

Authors: Hector J. Sussmann

The Euler scheme for Lévy driven stochastic differential equations: limit theorems

JOURNAL ARTICLE published 1 July 2004 in The Annals of Probability

Authors: Jean Jacod

A Stochastic Game of Optimal Stopping and Order Selection

JOURNAL ARTICLE published 1 February 1995 in The Annals of Applied Probability

Authors: Alexander V. Gnedin | Ulrich Krengel

Reflected Backward Stochastic Differential Equation with Jumps and Random Obstacle

JOURNAL ARTICLE published 1 January 2003 in Electronic Journal of Probability

Authors: Said Hamadène | Youssef Ouknine

Stochastic functional differential equations driven by Lévy processes and quasi-linear partial integro-differential equations

JOURNAL ARTICLE published 1 December 2012 in The Annals of Applied Probability

Authors: Xicheng Zhang

A forward-backward SDE from the 2D nonlinear stochastic heat equation

JOURNAL ARTICLE published 1 May 2022 in The Annals of Probability

Authors: Alexander Dunlap | Yu Gu

On the (strict) positivity of solutions of the stochastic heat equation

JOURNAL ARTICLE published 1 July 2014 in The Annals of Probability

Authors: Gregorio R. Moreno Flores

Supermarket model on graphs

JOURNAL ARTICLE published 1 June 2019 in The Annals of Applied Probability

Authors: Amarjit Budhiraja | Debankur Mukherjee | Ruoyu Wu

Interior layers for an inhomogeneous Allen–Cahn equation

JOURNAL ARTICLE published July 2010 in Journal of Differential Equations

Authors: Zhuoran Du | Changfeng Gui

Forward–backward stochastic differential equations and controlled McKean–Vlasov dynamics

JOURNAL ARTICLE published 1 September 2015 in The Annals of Probability

Authors: René Carmona | François Delarue

Large deviations for a class of stochastic partial differential equations

JOURNAL ARTICLE published 1 January 1996 in The Annals of Probability

Authors: Gopinath Kallianpur | Jie Xiong

Weakly interacting particle systems on inhomogeneous random graphs

JOURNAL ARTICLE published June 2019 in Stochastic Processes and their Applications

Research funded by NSF-DMS (1310002,160683,161307) | SES (1357622) | National Science Foundation (DMS-1305120) | Army Research Office (W911NF-14-1-0331) | DARPA (W911NF-15-2-0122)

Authors: Shankar Bhamidi | Amarjit Budhiraja | Ruoyu Wu

On the splitting-up method and stochastic partial differential equations

JOURNAL ARTICLE published 1 April 2003 in The Annals of Probability

Authors: István Gyöngy | Nicolai Krylov